Mid-session IV Report March 4, 2020

Mid-session IV Report March 4, 2020

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.​
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Options with increasing option implied volatility: INO JDST AMRN HTZ IOVA SAVE AAL​
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Popular stocks with increasing unusual volume: JD T ROKU AAL DIS​

Advanced Micro Devices (AMD) March weekly call option implied volatility is at 117, March is at 77; compared to its 52-week range of 36 to 84 into the expected release of quarter results before the bell on March 5. Call put ratio 1.4 calls to 1 put. ​
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United States Oil Fund (USO) March weekly call option implied volatility is at 69, March is at 48; compared to its 52-week range of 22 to 51 into OPEC meeting.​

IV after Michael Bloomberg suspends presidential campaign​

Russell 2000 Index (RUT) March weekly call option implied volatility is at 43, March is at 31, April is at 27; compared to its 52-week range of 12 to 39

S&P Dep Receipts (SPY) March weekly call option implied volatility is at 48, March is at 32, April is at 27; compared to its 52-week range of 10 to 38.​
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PowerShares QQQ Trust (QQQ) March weekly call option implied volatility is at 48, March is at 34, April is at 29; compared to its 52-week range of 12 to 40. ​
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Ishares Iboxx $ High Yield Corporate Bond Etf (HYG) March weekly call option implied volatility is at 14, March is at 9, April is at 10; compared to its 52-week range of 5 to 16.
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Managed Care and hospital stocks rally on Biden delegate wins​
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Anthem (ANTM) 30-day option implied volatility is at 44; compared to its 52-week range of 19 to 57 amid coronavirus concerns and Presidential political policy.​

Centene (CNC) 30-day option implied volatility is at 53; compared to its 52-week range of 25 to 66 amid coronavirus concerns and Presidential political policy. Call put ratio 2.3 calls to 1 put. ​

CVS Health (CVS) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 49 amid coronavirus concerns and Presidential political policy. Call put ratio 2.4 calls to 1 put as shares rally 4.4%.

Humana (HUM) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 53 amid coronavirus concerns and Presidential political policy. ​

Molina Healthcare (MOH) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 70 amid coronavirus concerns and Presidential political policy.​

UnitedHealth (UNH) 30-day option implied volatility is at 41; compared to its 52-week range of 18 to 53 amid coronavirus concerns and Presidential political policy. Call put ratio 2 calls to 1 put as shares rally 9.5%.

Community Health (CYH) 30-day option implied volatility is at 101; compared to its 52-week range of 60 to 127 amid coronavirus concerns and Presidential political policy.​

HCA Healthcare (HCA) 30-day option implied volatility is at 41; compared to its 52-week range of 18 to 51. Call put ratio 1 call to 1.9 puts as shares rally 2.8%.
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Tenet (THC) 30-day option implied volatility is at 73; compared to its 52-week range of 35 to 87. ​

Universal Health (UHS) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 45.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 47; compared to its 52-week range of 18 to 51.
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Block H&R (HRB) March call option implied volatility is at 48, April is at 37; compared to its 52-week range of 18 to 55 into the expected release of quarter results after the bell on March 5. Call put ratio 37 calls to 1 put with focus on April 22 and 23 calls. ​
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Ciena (CIEN) March weekly call option implied volatility is at 161, March is at 71; compared to its 52-week range of 24 to 65 into the expected release of quarter results before the bell on March 5.​

Burlington Resources (BURL) March weekly call option implied volatility is at 119, March is at 53; compared to its 52-week range of 21 to 55 into the expected release of quarter results before the bell on March 5.​

Kroger (KR) March weekly call option implied volatility is at 101, March is at 48; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on March 5.​
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Costco (COST) March weekly call option implied volatility is at 75, March is at 41; compared to its 52-week range of 14 to 48 into the expected release of quarter results on March 5.​
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El Pollo Loco (LOCO) March call option implied volatility is at 57, April is at 50; compared to its 52-week range of 28 to 84 into the expected release of quarter results after the bell on March 5.​
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National Beverage (FIZZ) March call option implied volatility is at 77, April is at 60; compared to its 52-week range of 35 to 86 into the expected release of quarter results on March 5.​

What does the Fed know that we do not know.?

Has the Fed ever implemented buffers for during a virus outbreak?

Options with decreasing option implied volatility: KPTI PTLA TGTX PK SE BYND MNST ADSK​
Increasing unusual call option volume: HBAN IOVA SE CZR MXIM​
Increasing unusual put option volume: HBAN INO IOVA CZR MXIM HRTX​
Popular stocks with increasing unusual volume: JD T ROKU AAL DIS​
Active options on March 4: AAPL TSLA MSFT TWTR BAC AMD GE FB INO AMZN BABA JD T SNAP ROKU NVDA UNH MU AAL DIS ​

Market Rebellion Mid-session IV Report March 4, 2020
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